+23.4%
APD vs MDY
+15.7%
+7.7%
-12.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.8% | +0.2% | +0.7% |
| 7D | -1.2% | +0.2% | -1.4% | -1.2% |
| 30D | +11.0% | +2.1% | +8.9% | +10.4% |
| 3M | +2.6% | -3.6% | +6.2% | +3.4% |
| 6M | +4.8% | +1.7% | +3.1% | +4.3% |
| YTD | +31.0% | +13.8% | +17.2% | +22.1% |
| 1Y | +23.4% | +15.5% | +7.9% | +13.0% |
| All | +23.4% | +15.7% | +7.7% | +13.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded MDY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling